Skip to main content
V-Lab

HP Inc APARCH Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

42.71%

decreased by 0.48%

1 Week

42.92%

decreased by 0.27%

1 Month

43.71%

increased by 0.52%

Analysis last updated: Tuesday, July 21, 2026 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HP Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 125% more than equivalent positive returns. The volatility power δ = 0.68 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0237
12.11***
α

ARCH

Response to squared shocks

0.0405
13.03***
β

GARCH

Volatility persistence

0.9582
288.28***
γ

leverage

Additional response to negative shocks

0.5341
12.24***
δ

power

Transformation power

0.6790
13.25***

Persistence:

0.990

Half-life:

66 days